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GIRFs

Discussion of models with structural breaks or endogenous switching.
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GIRFs

Postby ecrgap » Sat Nov 14, 2009 2:33 pm

Dear all

I am trying to compute the nonlinear impulse response functions in a multivarite smooth transition autoregressive model. I have troubles with the code. If someone could help me I would be gratefull.

Thank you very much.
ecrgap
 
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Re: GIRFs

Postby TomDoan » Sat Nov 14, 2009 4:44 pm

Take a look at:

viewtopic.php?f=5&t=291

The process for a multivariate model is pretty much the same.
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Re: GIRFs

Postby ecrgap » Tue Nov 17, 2009 1:42 pm

Thank you very much indeed.

K
ecrgap
 
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